Mean-Field Stochastic Linear Quadratic Optimal Control for Jump-Diffusion Systems with Hybrid Disturbances.

Chao Tang Xueqin Li Qi Wang

Published in: Symmetry (2024)

Keyphrases

optimal control
linear quadratic
optimal control problems
control problems
dynamic programming
closed loop
feedback control
control strategy
brownian motion
vector valued
reinforcement learning
dynamical systems
stochastic control
control law
gaussian model
wavelet transform
special case